I had some files which were not writable by the current user that I wanted to delete. After I changed permissions through the console (it was on an nfs mount), and I hit refresh in thunar, I still was not able to select delete in the context menu or use the delete key. After navigating out of the directory and back in, the permissions were shown correctly.
I suppose this is fixed since we switched to GIO. Please reopen if this is still an issue with the latest thunar release.
I can confirm this bug is solved, just checked it with Thnar 1.6.10 on XFCE 4.12.